+1,450.1%
QLD vs BB
+28.9%
+1,421.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | -3.8% | +11.6% | -15.4% | -6.9% |
| 30D | -20.5% | +2.6% | -23.1% | -21.3% |
| 3M | -14.6% | +3.5% | -18.1% | -16.3% |
| 6M | -14.7% | +43.5% | -58.1% | -26.3% |
| YTD | +11.2% | +141.2% | -130.0% | -19.6% |
| 1Y | +7.1% | +97.4% | -90.3% | -17.9% |
| 3Y | +141.1% | +151.1% | -10.0% | +58.8% |
| 5Y | +84.3% | -12.8% | +97.1% | +61.9% |
| 10Y | +1,450.1% | +27.5% | +1,422.6% | +768.8% |
| All | +1,450.1% | +28.9% | +1,421.1% | +768.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling